Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
Percent.price.extention.to.re.enter and PPOthreshold

BEST PARAMETERS
Percent.price.extention.to.re.enter = 50
PPOthreshold = -1
Profit account= 251 (per day adjusted to desire% DD )
Activity = 0.61 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for Percent.price.extention.to.re.enter = 50 and PPOthreshold = -1

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
55 644.96 81.30 165.95 1 9 9 -0.6 50 -1 EURGBP 0.5531667 1807.773426 542332.028 11659.415 143.412245 0.1107011 No
25 5017.97 781.14 832.07 2 59 56 -2.8 50 -1 AUDUSD 2.7735667 360.546589 108163.977 18092.120 23.161174 0.0755306 No
295 4491.65 536.18 1414.75 2 44 38 -4.7 50 -1 USDJPY 4.7158333 212.051599 63615.480 9524.616 17.763840 0.0820620 No
115 1961.31 599.54 719.64 2 26 24 -2.4 50 -1 EURUSD 2.3988000 416.875104 125062.531 8176.213 13.637477 0.0433666 No
325 13300.70 857.94 3850.23 3 122 103 -12.8 50 -1 XAUUSD 12.8341000 77.917423 23375.227 10363.563 12.079589 0.1422011 No
145 6757.15 805.37 2458.53 2 71 61 -8.2 50 -1 GBPJPY 8.1951000 122.024136 36607.241 8245.354 10.237970 0.0881582 No
265 2145.95 665.34 1146.99 2 22 19 -3.8 50 -1 USDCHF 3.8233000 261.554155 78466.246 5612.821 8.436020 0.0330658 No
175 7041.94 746.57 3732.48 3 62 53 -12.4 50 -1 GBPUSD 12.4416000 80.375514 24112.654 5659.995 7.581333 0.0830465 No
235 805.88 435.82 783.66 2 5 4 -2.6 50 -1 USDCAD 2.6122000 382.819080 114845.724 3085.062 7.078754 0.0114726 No
85 4931.76 686.09 3572.30 3 45 37 -11.9 50 -1 EURJPY 11.9076667 83.979509 25193.853 4141.668 6.036625 0.0655891 No
205 22584.40 823.19 51563.69 5 60 51 -171.9 50 -1 NZDUSD 171.8789667 5.818047 1745.414 1313.971 1.596194 0.0728872 No

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 40
11 BB.Length.Bollinger.bands.to.Enter 30
12 BB.Number.of.SDs.to.Enter 2
13 BLAI.Timeframe 1 hour
14 BLAI.length 6
15 BLAISlow.Timeframe 1 hour
16 BLAISlow.length 60
17 Reversal.Positioning.PPO True
18 PPOthreshold -0.6
19 PPO.Entry.Timeframe 15 minutes
20 PPO.Entry.type.of.fast.moving.average Jurik
21 PPO.Entry.Fast.Length 8
22 PPO.Entry.type.of.slow.moving.average SMA
23 PPO.Entry.Slow.Length 300
24 BB.Exit.length 30
25 BB.Exit.number.of.SDs 1